Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52020.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47885.12 Kr¶

PnL: ---------------------------------------> -1046.88 Kr¶

DD now: ---------------------------------> -2.071 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:20:41.204542'

Anic Portfolio¶

Today¶

Return: -0.105 %¶

This Week¶

Return: -0.565 %¶

Total portfolio value¶

Return including deposits: 70.301 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.870000 2310.000000 121.000000 5.530000 2189.000000
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Biotage 4 0.320000 626.000000 23.000000 3.810000 603.000000
Svolder B 35 0.240000 2198.000000 19.000000 0.870000 2179.000005
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
SynAct Pharma 9 0.680000 662.400000 17.400000 2.700000 645.000003
BHG Group 49 -0.300000 655.130000 16.130000 2.520000 638.999984
Vitrolife 3 -0.090000 691.800000 14.800000 2.190000 677.000001
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Volati 5 1.050000 579.000000 5.000000 0.870000 574.000000
Fortnox 10 -0.640000 672.100000 4.100000 0.610000 668.000000
Latour B 2 -0.040000 451.800000 2.800000 0.620000 449.000000
NCC B 7 0.000000 656.600000 2.600000 0.400000 653.999997
Indutrade 5 -0.490000 1322.000000 2.000000 0.150000 1320.000000
Embracer Group B 26 -1.580000 663.910000 1.910000 0.290000 661.999988
Addnode Group B 6 -0.870000 753.600000 1.600000 0.210000 751.999998
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Sdiptech B 3 -0.950000 816.600000 -5.400000 -0.660000 822.000000
Humana 40 0.850000 668.000000 -6.000000 -0.890000 674.000000
Nolato B 12 -1.300000 639.000000 -9.000000 -1.390000 648.000000
Investor B 3 -0.140000 647.850000 -10.150000 -1.540000 657.999999
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Lime Technologies 2 -0.170000 582.000000 -11.000000 -1.850000 593.000000
SCA A 4 -0.140000 587.200000 -11.800000 -1.970000 599.000000
BONESUPPORT HOLDING 10 -2.150000 1184.000000 -40.000000 -3.270000 1224.000000
Ambea 68 0.830000 2486.080000 -50.920000 -2.010000 2537.000032
Creades A 7 0.450000 551.250000 -59.750000 -9.780000 610.999998
Lundin Gold 7 -1.530000 903.000000 -71.000000 -7.290000 973.999999
Gaming Innovation Group 161 -0.780000 4113.550000 -74.450000 -1.780000 4187.999942
Balco Group 39 0.000000 1799.850000 -75.150000 -4.010000 1874.999997
Investor A 16 -0.140000 3460.800000 -84.200000 -2.380000 3545.000000
Sedana Medical 135 1.570000 4198.500000 -132.500000 -3.060000 4330.999935
New Wave B 40 0.530000 3780.000000 -136.000000 -3.470000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 47885.120000 -1046.880000 -2.07083% 48931.999868

Updated:¶

'2023-06-14 09:20:57.567288'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶